| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2006 |
26-Jan-2006 |
Change |
Change % |
Previous Week |
| Open |
1,694.54 |
1,687.50 |
-7.04 |
-0.4% |
1,733.91 |
| High |
1,694.54 |
1,694.63 |
0.09 |
0.0% |
1,740.59 |
| Low |
1,670.33 |
1,677.25 |
6.92 |
0.4% |
1,674.32 |
| Close |
1,677.00 |
1,690.49 |
13.49 |
0.8% |
1,676.38 |
| Range |
24.21 |
17.38 |
-6.83 |
-28.2% |
66.27 |
| ATR |
21.68 |
21.39 |
-0.29 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,739.60 |
1,732.42 |
1,700.05 |
|
| R3 |
1,722.22 |
1,715.04 |
1,695.27 |
|
| R2 |
1,704.84 |
1,704.84 |
1,693.68 |
|
| R1 |
1,697.66 |
1,697.66 |
1,692.08 |
1,701.25 |
| PP |
1,687.46 |
1,687.46 |
1,687.46 |
1,689.25 |
| S1 |
1,680.28 |
1,680.28 |
1,688.90 |
1,683.87 |
| S2 |
1,670.08 |
1,670.08 |
1,687.30 |
|
| S3 |
1,652.70 |
1,662.90 |
1,685.71 |
|
| S4 |
1,635.32 |
1,645.52 |
1,680.93 |
|
|
| Weekly Pivots for week ending 20-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,895.91 |
1,852.41 |
1,712.83 |
|
| R3 |
1,829.64 |
1,786.14 |
1,694.60 |
|
| R2 |
1,763.37 |
1,763.37 |
1,688.53 |
|
| R1 |
1,719.87 |
1,719.87 |
1,682.45 |
1,708.49 |
| PP |
1,697.10 |
1,697.10 |
1,697.10 |
1,691.40 |
| S1 |
1,653.60 |
1,653.60 |
1,670.31 |
1,642.22 |
| S2 |
1,630.83 |
1,630.83 |
1,664.23 |
|
| S3 |
1,564.56 |
1,587.33 |
1,658.16 |
|
| S4 |
1,498.29 |
1,521.06 |
1,639.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,727.02 |
1,670.33 |
56.69 |
3.4% |
24.86 |
1.5% |
36% |
False |
False |
|
| 10 |
1,760.12 |
1,670.33 |
89.79 |
5.3% |
20.30 |
1.2% |
22% |
False |
False |
|
| 20 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
19.56 |
1.2% |
44% |
False |
False |
|
| 40 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
18.52 |
1.1% |
44% |
False |
False |
|
| 60 |
1,761.46 |
1,559.84 |
201.62 |
11.9% |
17.70 |
1.0% |
65% |
False |
False |
|
| 80 |
1,761.46 |
1,515.42 |
246.04 |
14.6% |
18.62 |
1.1% |
71% |
False |
False |
|
| 100 |
1,761.46 |
1,515.42 |
246.04 |
14.6% |
18.20 |
1.1% |
71% |
False |
False |
|
| 120 |
1,761.46 |
1,515.42 |
246.04 |
14.6% |
17.97 |
1.1% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,768.50 |
|
2.618 |
1,740.13 |
|
1.618 |
1,722.75 |
|
1.000 |
1,712.01 |
|
0.618 |
1,705.37 |
|
HIGH |
1,694.63 |
|
0.618 |
1,687.99 |
|
0.500 |
1,685.94 |
|
0.382 |
1,683.89 |
|
LOW |
1,677.25 |
|
0.618 |
1,666.51 |
|
1.000 |
1,659.87 |
|
1.618 |
1,649.13 |
|
2.618 |
1,631.75 |
|
4.250 |
1,603.39 |
|
|